Software resources available for researchers.

E&F Chaos

E&F Chaos is an easy-to-use software package for simulation of nonlinear dynamic models to investigate stability of steady states and the presence of periodic orbits and chaos by standard numerical simulation techniques such as time series, phase plots, bifurcation diagrams, Lyapunov exponent plots, basin boundary plots and graphical analysis. Download instructions, documentation and links are provided in the navigation on the left-hand side of the page.

Data sharpened Diks-Panchenko test

The program calculates p-values for the sharpened Diks-Panchenko test statistic. The new statistic guarantees test's consistency in multidimensional applications of the original Granger causality test. The sharpening assumes the method of Hall and Minotte (2002). Download zip-file


ONE-JS is a free open-source library, distributed under the General Public Licence (GPL 3.0), which allows to calculate the basic nonparametric tests between various data sets. The goal of the project is to promote the nonparametric techniques in a simple and standalone online framework. The idea relies on the ready-made data generation system, so far available at a courtesy of the Yahoo! Finance API and the individual data upload. The nonparametric econometric tests are available through the so-called "capsules", which include the particular JavaScript components. All the components are available through the GitHub repositories under ONE-JS can be accessed through any browser which supports JavaScript functionality. The nonparametric tests can be applied to any time series the user specifies through the Yahoo! Finance or individual data uploads. 

Published by  ASE-RI


5 December 2014